Z-Score Multi-Model Clustering

A price/volume clustering framework combining three market behavior models into a single indicator. Designed to help identify emerging trend strength, turning points, and volatility-driven entries or exits.

🔍 How It Works
This indicator classifies market states by comparing normalized price/volume behavior (via Z-Score) to different types of statistical or geometric "cluster centers." You can choose from three clustering approaches:

🧠 Clustering Models
1. Percentile (Z+CVD) – Trend Momentum Bias
Uses volume Z-Score + Cumulative Volume Delta (CVD).

Detects institutional pressure by clustering volume surges with directional delta.

Best for: Breakouts, momentum trades, volume-led reversals.

Cluster Colors:

🔹 Green triangle = Strong bullish confluence

🔻 Red triangle = Bearish divergence (bull trap risk)

⚪ Gray = Neutral/low conviction

2. Euclidean (Z+Slope) – Swing Mean-Reversion
Measures the angle of recent Z-score slope and compares it to directional cluster centers.

Helps detect early directional shifts or exhaustion.

Best for: Swing entries, pullback setups, exit timing

3. Hilbert Phase – Turn Detection via Signal Phase
Applies Hilbert Transform to the Z-Score, measuring the phase difference between trend and oscillator components.

Ideal for anticipating turns or detecting cyclical inflection points.

Useful for: Scalping, top/bottom spotting, volatility fades

✅ Features
Auto-updating cluster logic based on current data

Tooltips and clean user interface

Optional cluster bar coloring (can be toggled off)

Signal-only plotting keeps candlesticks readable

Clear entry/exit logic with triangle markers

Supports trend, swing, and oscillation-based systems

🛠️ Suggested Use Cases
Combine with VWAP, Session High/Low, or Liquidity Zones to confirm entry conditions.

Use Cluster 2 (strong bullish) on pullbacks to trend structure for add-on entries.

Use Cluster 1 in strong trends to watch for potential traps or exits.

Toggle models based on your strategy: e.g., Hilbert for scalping, Percentile for macro trend breaks.

🧪 Best Timeframes
Works across all markets and timeframes

For Percentile (Z+CVD), use intraday TF with 1m–5m CVD source

Hilbert and Euclidean preferred on 5m–1h for accurate slope/phase signals

⚠️ Notes
Clusters do not generate trade signals alone; use them in context with structure, VWAP, or trend filters.

Marker signals are filtered with a magnitude threshold to reduce noise.